PinnedDenny Joseph, CFALabel it your way…Pandas is the secret sauce of financial MLMay 28, 2021May 28, 2021
Denny Joseph, CFAReinforcement LearningMy summary from the Reinforcement Learning course. https://nptel.ac.in/courses/106/106/106106143/Dec 29, 2021Dec 29, 2021
Denny Joseph, CFATensorflow seriesSummary of the key points from the Tensorflow tutorials on tensorflow.orgDec 21, 2021Dec 21, 2021
Denny Joseph, CFAQ Learning TraderFinal code: https://github.com/Kroat/Reinforcement-Learning-Stock-Trader/blob/master/RL-Trader.pyDec 18, 2021Dec 18, 2021
Denny Joseph, CFAContext matters…One of the reasons why we had so much improvement in performance of natural language processing is because of an insight from the 2003…Dec 17, 2021Dec 17, 2021
Denny Joseph, CFAInsight into Black Scholes EquationI came across a very interesting medium post on the Black Scholes Equation. Below are my own observations, followed by highlights from the…Dec 10, 2021Dec 10, 2021
Denny Joseph, CFAMetalabelingThis post is directly based on content from the book “Advances in Financial Machine Learning” by Marcos Lopez De Prado.Aug 28, 20211Aug 28, 20211
Denny Joseph, CFALabelling: Triple barrier methodThis post will describe how to assign labels to bars (financial features) to support supervised learning. Upon successful training, the…Aug 27, 2021Aug 27, 2021
Denny Joseph, CFALabeling: Fixed time methodThis post will describe how to assign labels to bars (financial features) to support supervised learning. Upon successful training, the…Aug 27, 2021Aug 27, 2021